Regression and Time Series Analysis
- Linear regression models
- Parametric curve fitting
- Likelihood ratio tests
- Data adaptive model selection
- Variance Analysis (ANOVA)
- Experimental design
- Stationary stochastic processes
- Autoregressions and ARMA-processes
- Parameter estimation and model selection for time series
- Trend and seasonality
- Forecasting by exponential smoothing and the Box-Jenkins method
- Linear filters
Statistics of Financial Markets:
- Models and estimation procedures for financial time series (ARCH, GARCH and generalisations), Value-at-Risk
- Copulas and its applications for risk managementbased on multivariate data
Extreme Value Theory:
- Statistical methods to estimate the probability of extreme events or extreme quantiles
Seminar Nonparametric Statistics
If you are interested in participating, please register at the URM-System till April 29th, 12 am.
The preliminary discussion will take place at the beginning of the lecture period.
The Reading Course serves as preparation for the Master's thesis. The assignment of topics takes place individually. Please contact Prof. Redenbach if you would like to take a Reading Course in Statistics.